Well, first let me say that the US health care system seems like the worst one in the Western world. We skip comparing with that.
[Edit: In Scandinavia] If you pay taxes for health care etc -- then someone else decides the priorities. This is potentially very bad for you. After paying taxes, you won't have enough money/insurance to go do expensive treatments in other places.
(Edit: Let me put it like this. Health care is centrally planned. Consider the size of that system per million people and realize it is very, very hard to make it work.)
My standard example, from me and others I know:
Sweden (and probably Finland) are internationally acknowledged to be bad at catching health problems. Doctors have lots of administration and just don't have enough time to do diagnosis for individual patients.
The worst part is that the doctors will tell you something, anything, to get you out of their hair.
(Anecdotally, Swedish doctors take jobs in Norway partly to get a chance to do their d-mn job.)
Me and others I know have had decades with e.g. losing your favorite sports (easily treated knee problems), tiredness (undiagnosed food allergies with few symptoms, lack of X, etc). And so on.
I have no idea if 0.5% or 10% of the population get their life quality seriously lowered by this. And no one else know either, since that question just isn't examined...